Quarterly Bonus Note USD

November 20, 2018

This is a 6 year USD note with potential quarterly coupon (with memory) of 15.2% p.a. payable if no index has fallen below the initial strike levels. There is also the potential to mature early from end of quarter 1, if all indices are at or above their initial level. The note is capital protected if all indexes are above 60% of their initial strke at maturity.

Underlying Indexes:

Euro Stoxx 50 Index
HSCEI Index
Nikkei 225 Index
S&P/ASX 200 Index

 

Quad Index Income Autocall Note (GBP)

November 20, 2018

This is a GBP 6 year note with potential quarterly coupon (with memory) of 5.6% p.a. payable if no index has fallen below the coupon trigger level of 80%. There is also the potential to mature early from end of year 1, if all indices are at or above their initial level.

Underlying indexes:
Australia – S&P/ASX 200 Index
European Large Caps – Euro Stoxx 50 Index
China – HSCEI Index
US Small Caps – Russell 2000 Index

This note will autocall if all indexes are above their initial price.

Capital Protection occurs if all indexes are above 60% of their initial levels at maturity.

 

Quad Index Income Autocall Note

November 20, 2018

This is a USD 6 year note with potential quarterly coupon (with memory) of 8.20% p.a. payable if no index has fallen below the coupon trigger level of 80%. There is also the potential to mature early from end of year 1, if all indices are at or above their initial level.

Underlying indexes:
Australia – S&P/ASX 200 Index
European Large Caps – Euro Stoxx 50 Index
China – HSCEI Index
US Small Caps – Russell 2000 Index

 

This note will autocall if all indexes are above their initial price.

Capital Protection occurs if all indexes are above 60% of their initial levels at maturity.

 

5Y USD Autocall Capital Protected 6% Coupon Note

November 17, 2018

This 60 month note with semi-annual observations will pay 3% every six month and Autocall if all of the following indexes trade above their initial strike levels:

  • Australia: S&P/ASX 200 INDEX (AS51 Index)
  • Japan: NIKKEI 225 (NKY Index)
  • Emerging Markets: MSCI EM (MXEF Index)
  • Switzerland: SWISS MARKET INDEX (SMI Index)
  • Italy: FTSE MIB INDEX (FTSEMIB Index)

The note is 100% Capital Protected at maturity, if its not autocalled.
The coupon has a memory effect.

12M Autocall Phoenix Memory Coupon with Decreasing Barrier

November 17, 2018

This 12 month note pays an 2.125% quarterly coupon (8.5% annuallized) and autocalls if the worst of  Apple, Amazon and Bank of America are above the autocall barrier. The autocall barrier falls by 5% every three months on each observation, so in May it is 95%, and in August it is 90%. At maturity the autocall barrier fall further to 65% of initial price levels.

The European protection barrier is also at 65% of initial price levels.

 

Apparel 1 Year USD Autocall Note

October 31, 2018

This product will return at least 100% of the notional back at maturity as long as the worst performing of Nike, Adidas, Under Armour finishes equal to or above the European Barrier.

Otherwise, the investor will receive the cash equivalent of the worst performing stock.

The product is early redeemed if all of the 3 stocks are above 95% of their initial strike price on any quarterly observations date (starting at 6 months).

A guaranteed coupon is also paid every quarter for an annualized return of 7%

US Retail 1 Year USD Autocall Note

October 31, 2018

This product will return at least 100% of the notional back at maturity as long as the worst performing of Walmart, Macy’s or Best Buy finishes equal to or above the European Barrier.

Otherwise, the investor will receive the cash equivalent of the worst performing stock.

The product is early redeemed if all of the 3 stocks are above 95% of their initial strike price on any quarterly observations date (starting at 6 months).

A guaranteed coupon is also paid every quarter for an annualized return of 7%.

USD Capital Protected Digital Income Note

October 22, 2018

This 6 year note provides a potential income of 6.7% per annum in USD with 100% capital guaranteed protection. If each of the basket of three indexes (Eurostoxx 50,  S&P 500, Nikkaei 225) remain above their initial strike leves determined on October 26, then a semi-annual coupon of 3.35% will be paid.

100% Protected FTSE Issuer Callable Growth Note

October 12, 2018

A 6 year investment with a 240% participation in the FTSE 100 or 8.5% annualized return, if called.

This product offers enhanced growth participation linked to the performance of the FTSE 100 at maturity if the issuing bank has not called the product early on any of the quarterly callable observation dates starting from 12 months. In our 25 years of experience, such a product has never been called away. 

If the issuer does opt to redeem the product early, the client will receive their capital back plus the relevant accumulated coupon rate for each quarter that has elapsed since strike date and the investment will end. For example, if the product is called by the issuer at 12 months and the coupon rate is 2.125% per quarter, the client will receive 100% capital back plus a 8.5% coupon.

If the product is not redeemed early then at the final observation date, if the underlying index is above its strike level, the client will receive 100% of their capital back plus the growth of the underlying from the initial strike level, multiplied by the participation rate (240%). For example, if the underlying is 20% above its strike level with a participation rate of 240% the investor will receive 100% capital back plus a 48% growth coupon.

If the underlying is below its strike level then 100% capital is returned.

3 Year 8% Autocall Oxygene Note

October 12, 2018
With a maturity in 36 Months if not autocalled, the note uses 4 underlyings:
ISHARES MSCI EMERGING MARKET (EEM UP Equity)
S&P 500 INDEX (SPX Index)
NIKKEI 225 (NKY Index)
SWISS MARKET INDEX (SMI Index)
It provides a  coupon of 2% quarterly (8% pa) with memory effect when autocalled.
Autocall level is at 100% of the worst performing index, but the note has a SPECIAL FEATURE called Oxygene which reduces the autocalll to 70% of  the initial level of the worst performing index at maturity. whereby the note then autocalls and pays out all coupons.
It has a capital barrier at 60% (European barrier) of the initial level of he worst performing underlying at maturity, if not autocalled.